COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - CHICAGO BOARD OF TRADE
CFTC Code #001602 Open Interest is 535,772
: Positions :
: 51,221 91,772 140,318 62,000 206,777 237,353 30,203 490,892 469,070: 44,880 66,702
: :
: Changes from: July 12, 2011 (Change in open interest: -6,011) :
: -1,565 -9,495 8,021 -5,864 -6,546 -5,278 924 -4,686 -7,097: -1,324 1,086
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 9.6 17.1 26.2 11.6 38.6 44.3 5.6 91.6 87.6: 8.4 12.4
: :
: Total Traders: 411 Number of Traders in Each Category :
: 119 138 166 76 104 30 21 317 350:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
WHEAT - KANSAS CITY BOARD OF TRADE
CFTC Code #001612 Open Interest is 174,320
: Positions :
: 37,627 13,651 30,213 39,409 97,789 47,198 6,292 154,447 147,945: 19,872 26,375
: :
: Changes from: July 12, 2011 (Change in open interest: -943) :
: 3,813 -2,373 1,062 -5,479 3,266 1,320 -755 716 1,199: -1,659 -2,142
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 21.6 7.8 17.3 22.6 56.1 27.1 3.6 88.6 84.9: 11.4 15.1
: :
: Total Traders: 178 Number of Traders in Each Category :
: 42 34 51 48 68 19 7 133 141:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
CORN - CHICAGO BOARD OF TRADE
CFTC Code #002602 Open Interest is 1,825,618
: Positions :
: 274,590 86,996 536,354 354,919 827,678 470,196 101,918 1,636,059 1,552,946: 189,559 272,672
: :
: Changes from: July 12, 2011 (Change in open interest: 73,616) :
: 21,962 -4,008 38,151 11,700 30,988 2,234 7,732 74,047 72,863: -431 753
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 15.0 4.8 29.4 19.4 45.3 25.8 5.6 89.6 85.1: 10.4 14.9
: :
: Total Traders: 864 Number of Traders in Each Category :
: 245 162 276 272 388 27 22 661 742:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SOYBEANS - CHICAGO BOARD OF TRADE
CFTC Code #005602 Open Interest is 756,471
: Positions :
: 126,564 48,553 228,530 144,650 373,258 192,985 25,914 692,730 676,255: 63,742 80,216
: :
: Changes from: July 12, 2011 (Change in open interest: 54,998) :
: 31,534 -6,326 30,306 -11,569 33,648 -970 642 49,301 58,268: 5,697 -3,270
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.7 6.4 30.2 19.1 49.3 25.5 3.4 91.6 89.4: 8.4 10.6
: :
: Total Traders: 572 Number of Traders in Each Category :
: 181 146 213 119 192 27 21 443 472:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SOYBEAN OIL - CHICAGO BOARD OF TRADE
CFTC Code #007601 Open Interest is 344,290
: Positions :
: 56,711 40,255 60,190 93,747 205,651 97,924 12,984 308,572 319,080: 35,718 25,210
: :
: Changes from: July 12, 2011 (Change in open interest: 18,320) :
: 5,314 -183 3,674 2,035 17,346 2,617 -315 13,640 20,522: 4,680 -2,203
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.5 11.7 17.5 27.2 59.7 28.4 3.8 89.6 92.7: 10.4 7.3
: :
: Total Traders: 246 Number of Traders in Each Category :
: 76 59 74 55 63 23 15 200 181:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COTTON NO. 2 - ICE FUTURES U.S.
CFTC Code #033661 Open Interest is 230,172
: Positions :
: 41,407 10,596 63,006 47,885 133,745 63,143 11,735 215,441 219,082: 14,731 11,089
: :
: Changes from: July 12, 2011 (Change in open interest: 2,492) :
: 2,653 170 3,170 -4,720 -1,104 490 429 1,593 2,665: 899 -172
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 18.0 4.6 27.4 20.8 58.1 27.4 5.1 93.6 95.2: 6.4 4.8
: :
: Total Traders: 248 Number of Traders in Each Category :
: 112 46 82 46 59 23 14 209 174:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
LEAN HOGS - CHICAGO MERCANTILE EXCHANGE
CFTC Code #054642 Open Interest is 290,106
: Positions :
: 51,550 33,101 76,209 26,204 135,793 108,868 3,681 262,831 248,784: 27,276 41,322
: :
: Changes from: July 12, 2011 (Change in open interest: -8,709) :
: 4,267 -2,241 -7,824 -4,357 3,445 -817 -1,773 -8,732 -8,393: 23 -316
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.8 11.4 26.3 9.0 46.8 37.5 1.3 90.6 85.8: 9.4 14.2
: :
: Total Traders: 278 Number of Traders in Each Category :
: 104 60 108 48 72 26 11 230 212:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
LIVE CATTLE - CHICAGO MERCANTILE EXCHANGE
CFTC Code #057642 Open Interest is 433,315
: Positions :
: 69,347 26,025 131,158 54,823 200,798 145,855 4,102 401,183 362,082: 32,132 71,233
: :
: Changes from: July 12, 2011 (Change in open interest: -6,587) :
: -554 -950 -4,421 374 1,953 -3,827 -1,433 -8,429 -4,851: 1,842 -1,736
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 16.0 6.0 30.3 12.7 46.3 33.7 0.9 92.6 83.6: 7.4 16.4
: :
: Total Traders: 412 Number of Traders in Each Category :
: 107 84 145 92 169 26 12 307 350:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
FEEDER CATTLE - CHICAGO MERCANTILE EXCHANGE
CFTC Code #061641 Open Interest is 46,829
: Positions :
: 9,712 3,065 11,343 6,717 9,642 11,053 1,247 38,825 25,297: 8,004 21,532
: :
: Changes from: July 12, 2011 (Change in open interest: -1,207) :
: -709 -17 -128 -16 69 -242 405 -1,095 329: -112 -1,536
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 20.7 6.5 24.2 14.3 20.6 23.6 2.7 82.9 54.0: 17.1 46.0
: :
: Total Traders: 174 Number of Traders in Each Category :
: 49 28 44 33 63 20 9 126 128:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COCOA - ICE FUTURES U.S.
CFTC Code #073732 Open Interest is 197,217
: Positions :
: 26,480 25,028 39,961 78,716 123,147 39,637 2,203 184,793 190,339: 12,424 6,878
: :
: Changes from: July 12, 2011 (Change in open interest: -157) :
: -682 578 867 -1,399 -1,197 -641 -402 -1,854 -154: 1,696 -3
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 13.4 12.7 20.3 39.9 62.4 20.1 1.1 93.7 96.5: 6.3 3.5
: :
: Total Traders: 171 Number of Traders in Each Category :
: 55 37 47 41 48 22 7 144 115:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
SUGAR NO. 11 - ICE FUTURES U.S.
CFTC Code #080732 Open Interest is 844,667
: Positions :
: 149,304 33,459 193,010 157,200 500,516 254,858 55,612 754,372 782,598: 90,295 62,069
: :
: Changes from: July 12, 2011 (Change in open interest: -1,256) :
: 1,307 606 49 4,803 -2,163 -1,926 3,510 4,233 2,001: -5,488 -3,257
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 17.7 4.0 22.9 18.6 59.3 30.2 6.6 89.3 92.7: 10.7 7.3
: :
: Total Traders: 248 Number of Traders in Each Category :
: 86 56 89 65 77 25 17 225 191:
-------------------------------------------------------------------------------------------------------------------
COT -- Supplemental Report - Option and Futures Combined Positions as of July 19, 2011
: Reportable Positions : Nonreportable
:---------------------------------------------------------------------------------------- : Positions
: Non-Commercial : Commercial : Index Traders : Total
: Long : Short :Spreading: Long : Short : Long : Short : Long : Short : Long : Short
-------------------------------------------------------------------------------------------------------------------
COFFEE C - ICE FUTURES U.S.
CFTC Code #083731 Open Interest is 166,801
: Positions :
: 9,741 19,509 47,665 55,631 85,828 45,645 7,188 158,682 160,190: 8,119 6,611
: :
: Changes from: July 12, 2011 (Change in open interest: 6,156) :
: -1,108 4,189 2,882 4,154 -1,779 -490 753 5,439 6,045: 716 110
: :
: Percent of Open Interest Represented by Each Category of Trader :
: 5.8 11.7 28.6 33.4 51.5 27.4 4.3 95.1 96.0: 4.9 4.0
: :
: Total Traders: 336 Number of Traders in Each Category :
: 91 88 107 105 117 25 16 277 277:
-------------------------------------------------------------------------------------------------------------------
Updated July 22, 2011